Linear functionals of eigenvalues of random matrices

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Publication:2719037

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DOI10.1090/S0002-9947-01-02800-8zbMath1008.15013MaRDI QIDQ2719037

Persi Diaconis, Steven N. Evans

Publication date: 14 May 2001

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

eigenvalue Besov space Fourier analysis trace unitary group characteristic polynomial central limit theorem Fourier coefficients random matrix symplectic matrices counting function Schur function Bessel potential unitary matrix orthogonal matrices Gaussian limit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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